Get Position Margin Change History

Info

• This endpoint requires signature. For specific signature rules, please refer to Authentication
• This endpoint will trigger rate limit. For specific rules, please refer to Rate Limit.

HTTP request

GET /futures/position-margin-history

Request parameters

Parameter Name	Required	Type	Notes
market	false	string	Market name
market_type	true	string	Market type. Note: In spot related functions, only SPOT or MARGIN can be used. In futures related functions, only FUTURES can be used.
position_id	false	int	Position ID
start_time	false	int	Query start time. Data will not be filtered based on time by default
end_time	false	int	Query end time. Data will not be filtered based on time by default
page	false	int	Number of pagination. Default is 1
limit	false	int	Number in each page. Default is 10

Return parameters

Parameter Name	Type	Notes
market	string	Market name
market_type	string	Market Type
position_id	int	Position ID
margin_mode	string	Position type
leverage	int	Leverage
liq_price	string	Liquidation price.The estimated trigger price calculated by the system in real time based on the current mark price.The calculation takes into account factors such as position mode (One-way/Hedge Mode), contract type (USDⓈ-margined/Coin-margined), position size, settlement price, margin, maintenance margin, unrealized PNL, and potential risks of unfilled orders.In cross margin mode, positions under the same settlement asset jointly affect the liquidation price; in isolated margin mode, it is calculated independently for that position. The liquidation price may change accordingly when the market price, order status, or account funds change. When no valid liquidation price exists, the interface return value is subject to the actual response.
bkr_price	string	Bankruptcy price. The bankruptcy price in cross margin is no longer calculated. The bankruptcy price in isolated margin can be calculated using the liquidation price formula, where the maintenance margin rate is 0.
settle_price	string	Settlement price, calculated as mark price
settle_value	string	Settlement value, calculated as mark price
risk_rate	string	Position risk rate. The calculation considers position margin, unrealized PNL, maintenance margin, and the potential risks of unexecuted orders; the value will be adjusted in real time with changes in mark price, orders, and funds.
open_interest	string	Position
margin_avbl	string	Margin allocated after execution. Cross margin: USDⓈ-margined contract = open position amount * mark price / leverage; Coin-margined contract = open position amount / mark price / leverage. Isolated margin: Initial margin + added margin - reduced margin. Upon partial closing, the allocated margin decreases proportionally based on the closing ratio; adding/reducing margin in isolated margin includes manual transfers and funding fee settlements.
margin_change	string	Adjusted margin amount. Positive means increasing the margin, and negative means decreasing the margin.
created_at	int	Data creation time

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Request example

GET /futures/position-margin-history?market=CETUSDT&market_type=FUTURES&position_id=927266133&start_time=1636451914231&page=1&limit=100

Response example

{
    "code": 0,
    "message": "OK",
    "data": [
        {
        "market": "CETUSDT",
        "market_type": "FUTURES",
        "position_id": 927266133,
        "margin_mode": "cross",
        "leverage": "10",
        "liq_price": "0.05679",
        "bkr_price": "0.053635",
        "settle_price": "0.06817",
        "settle_value": "1291322.83913829",
        "risk_rate": "0.1234",
        "open_interest": "129384.12",
        "margin_avbl": "189132.05",
        "margin_change": "5000",
        "created_at": 1691482451000
        }
    ],
    "pagination": {
        "has_next": false
    }
}